A solution I used is to keep both documents as a single document until the very end. Then manually split the bibliography and adjust the appropriate counters as discussed in this answer. You can also reset the page counter for the supplementary material when submitting (but keep consecutive pages if you post the complete document somewhere like a preprint server or for your own use).
This is a bit of a pain, but since (for me) I need to manually include the .bbl file in the main text for both the preprint server and the final submission, it is not really that onerous.
By using some hooks from etoolbox, all I need to do is to figure out where to split the bibliography, then include two separate bibliographies in the file. (I put all of this stuff and a copy of the preamble from the .bbl file in a local style file so I don't have to worry about it when writing the paper.)
\documentclass[aps, prl, twocolumn]{revtex4-1}
\usepackage{etoolbox} % Provides ability to hook into thebibliography
\makeatletter % Some cmds have @ in them. Not needed if in a .sty file
\newcounter{firstbib} % New counter: keeps track of the next first number
\AtBeginEnvironment{thebibliography}{
% Insert the first portion of the .bbl file here defining any formatting
% macros
}
% Can't use \AtBeginEnvironment for the next bit since that is too early.
% We need to set the counter *after* the \thebibliography command is used.
\apptocmd{\thebibliography}{
\setcounter{NAT@ctr}{\value{firstbib}} % Use this for natbib and revtex
%\setcounter{enumiv}{\value{firstbib}} % ... or you might need to use this
}{}{} % These args are for errors handling: see etoolbox docs
\AtEndEnvironment{thebibliography}{
\setcounter{firstbib}{\value{NAT@ctr}}
%\setcounter{firstbib}{\value{enumiv}}
}
\begin{document}
\title{A Great Paper (with Supplementary Material)}
\begin{abstract}\noindent
This demonstrates using two bibliographies with continuous numbering, but
separation into a main bibliography and a supplementary bibliography.
\end{abstract}
\maketitle
\noindent
First write the paper with a single bibliography and cite everything as
normal. Then, when finished, manually split the \texttt{.bbl} file in two at
the appropriate place and include each portion in its own environment.
Adjust the counters as needed. Here is a reference in the main text:
\cite{Zwerger:2011}.
% Use these as needed when working, and use bibtex.
%\bibliographystyle{apsrev4-1}
%\bibliography{master}
% Insert the first portion of the .bbl file here:
\begin{thebibliography}{74}
\bibitem{Zwerger:2011}%
W.~Zwerger, ed., \emph{The BCS--BEC Crossover and the Unitary Fermi Gas},
Lecture Notes in Physics, Vol.~836 (Springer-Verlag, Berlin Heidelberg,
2012) \makeatletter
\end{thebibliography}
\clearpage
\newpage
\setcounter{page}{1}
\section{Supplementary Material}\noindent
Here is some supplementary material. You can refer to the original
references~\cite{Zwerger:2011} or include new references~\cite{Forbes:2012}.
\begin{thebibliography}{74}
\bibitem{Forbes:2012}%
M.~M.~Forbes, S.~Gandolfi, and A.~Gezerlis, Phys.~Rev.~A \textbf{86},
053603 (2012)
\end{thebibliography}
\end{document}
References